Quantitative Analyst - Sr Analyst

The Quantitative Equity Group (QEG) Portfolio Solutions team is responsible for managing the passive completion portfolios, the Directional Hedge Fund overlay, facilitating transitions, and designing and evaluating efficient trading and implementation strategies within the Active Public Markets team. We are seeking a Quantitative Analyst with strong programming, research, and finance foundations to contribute to portfolio rebalancing, generating pre and post trade analytics, and corporate action elections.  The ideal candidate will be process driven, collaborative, eager to learn, and seeking to apply innovation to existing processes.  The successful candidate will work closely with senior portfolio managers, researchers, and technologists to operate and enhance production investment systems, while also contributing to the evolution of our alpha, risk, and implementation frameworks. This position reports to the Head of Portfolio Solutions.

WHAT YOU WILL DO:

Portfolio Rebalancing
• Performs portfolio rebalancing for iQuant, Completion/Passive portfolios, and the DHF Overlay.
• Completes upstream data quality checks to ensure accuracy and integrity of inputs.
• Creates parameter adjustments as needed to support portfolio rebalancing activities.
• Executes portfolio rebalances in accordance with established processes and guidelines.
• Completes post-rebalance data quality checks to validate results.
• Generates trade documentation in support of executed transactions.
• Conducts trade reviews in collaboration with senior team members.
• Assists with the short locate process as required.

Analytics
• Generates and documents observations for pre-trade analytics for each iQuant and passive/completion portfolio trade.
• Generates and documents observations for post-trade analytics for each rebalance, including transaction cost analysis.
• Assists with the design, development, and implementation of automated and interactive data and analytics platforms supporting the Portfolio Solutions team.
• Collaborates with and supports all QEG profit centers by delivering investment insights through data and analytics.
• Maintains data documentation and supports source code version control practices.

Corporate Actions Support
• Assists with the review and election of corporate actions to ensure accurate and timely implementation.

WHAT YOU WILL BRING:

Required Education
• Bachelor’s degree from an accredited college or university in operations research, economics,
statistics, mathematics, computer science, engineering, financial engineering, or a closely related
field.

Required Experience
• None (Analyst).

 • One (1) year of full-time experience in a professional capacity requiring a high degree of skill in data modeling and inference or related experience (Sr Analyst).

• A master's degree or doctoral degree in a closely related field may be substituted on an equivalent year-for-year basis.

Required Registration, Certification, Licensure
• None

Preferred Qualifications
• Experience with Python or a related programming language, such as MATLAB or R.
• Knowledge of financial markets and investment strategies, including quantitative and fundamental
investing, or a strong interest in the aforementioned.<